Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 14 of 14 for “"Stochastic Stability"”.
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Stochastic stability of power systems
… currently used in industry to quantify system stability are looked at from a Random Dynamical Systems (RDS) perspective. The maximal Lyapunov exponent (MLE) for a two dimensional model of a synchronous generator is calculated analytically to account for multiple white noise forcing elements. …
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Stochastic Stability and Nonlinear Control in Mechanical Systems
Almost-sure asymptotic stability of 3 and 4 dimensional co-dimension two dynamical systems under small intensity stochastic excitations is investigated. The method of stochastic averaging is used to derive a set of approximate Ito equations which are then examined to obtain the almost-sure …
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Stochastic stability of replicator dynamics with random jumps
We further generalize the stochastic version of the replicator dynamics due to Fudenberg and Harris. In particular, we add a random jump term to the payo ff function to simulate anomalous events and their e ffects on the fi tness. Assuming a 2 by 2 game and using a particular characteristic of the …
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Stochastic stability and global bifurcations in gyroscopic mechanical systems
The stability and bifurcation behavior of mechanical systems parametrically excited by small periodic or stochastic perturbations is studied. In the case of random excitation, the almost-sure and moment asymptotic stability of two- and four-dimensional dynamical systems subject to small intensity …
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Stability of Agreement in State-dependent Interaction Environments
We study stochastic stability for a class of agreement dynamics and define two forms of agreement which we call stochastic agreement and stochastic absolute agreement. We identify conditions for a broad class of random, possibly state-dependent agreement processes to achieve stochastic agreement. …
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Some stochastic integral and discrete equations of the volterra and fredholm types with applications
Random or stochastic integral equations occur frequently in the mathematical description of random phenomena in engineering, physics, biology, and oceanography. The present study is concerned with random or stochastic integral equations of the Volterra type in the form x(t;w) = h(tiW) + fa …
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Mean reversion in macroeconomic and financial data
… of 3∼5 years), mostly by using non-linear stochastic models of real exchange rates. Despite the introduction of non-linearities, the literature has continued to focus on the notion of "half-life" as a measure of persistence. We argue the half-life measure is only appropriate in linear …
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Geometric modeling and analysis of dynamic resource allocation mechanisms
… Finally, an analysis of the deterministic and stochastic stability of our class of models is presented that applies to a large subset of the models within our framework. The deterministic stability results presented establish the ultimate boundedness of the lag of deterministically stabilizable …
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Exploring the optimality of various bacterial motility strategies : a stochastic hybrid systems approach
… a chemotactic E. coli cell as an ergodic, stochastic hybrid system and use experimental data on bacterial motion in microfluidic environments to model other species of bacteria. Our focus is on understanding the differences between the run-and-tumble strategy of E. coli and the more …
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Switched Markov Jump Linear Systems: Analysis and Control Synthesis
… This dissertation provides a formal stability and disturbance attenuation analysis for a Markov jump linear system where the underlying Markov chain is characterized by an a priori unknown sequence of transition probability matrices that assumes one of finitely-many values at each …
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Essays on statistical economics with applications to financial market instability, limit distribution of loss aversion, and harmonic probability weighting functions
… equity premium puzzle. Our theory predicts: (1) stochastic dominance of good states in the B-CCAPM Markov matrix induce excess volatility; and (2) a countercyclical fourfold pattern of risk attitudes. The second essay (Chapter III) introduces a probability model of "irrational exuberance "and …
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Dynamics and Stability of Parametrically Excited Gyroscopic Systems
We study the reduction, dynamics and stability of two-degree-of-freedom mechanical systems. We are particularly interested in understanding energy transfer between modes in such systems. The first part of this research is concerned with the stochastic stability of a two-degree-of-freedom linear …
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Nonlinear Observers for Aircraft Maneuvering in Wind
… typical model-based estimators lack rigorous stability guarantees across the full flight envelope --- a major limitation for safety-critical aerospace applications. This dissertation addresses these gaps by advancing nonlinear observer design and flight dynamic modeling to estimate wind from …
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Methods for Analysis of Nonlinear Thermoacoustic Systems
… via an unstable limit cycle. The practical stability of the Rijke tube was investigated when the system is forced by stochastic noise. Low levels of noise result in triggering much before the linear stability limit. Stochastic stability maps are introduced to visualise the practical …